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Tuesday, January 5, 2010, 9:36PM ET - U.S. Markets Closed.
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Neuberger Berman Regency Inv (NBRVX)
On
Jan 5
:
12.69
0.07
(0.55%)
MORE ON NBRVX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
22.34%
Worst 1 Yr Total Return
(2008)
:
-47.19%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
NBRVX
Category
Alpha (against Standard Index)
2.52
1.45
Beta (against Standard Index)
1.37
1.13
Mean Annual Return
-7.77
-0.27
R-squared (against Standard Index)
87
88.11
Standard Deviation
29.10
23.88
Sharpe Ratio
-0.21
N/A
Treynor Ratio
-7.32
N/A
5 Years
Statistic
NBRVX
Category
Alpha (against Standard Index)
1.76
1.17
Beta (against Standard Index)
1.37
1.15
Mean Annual Return
0.51
0.26
R-squared (against Standard Index)
85
86.34
Standard Deviation
23.87
19.90
Sharpe Ratio
0.02
N/A
Treynor Ratio
-1.81
N/A
10 Years
Statistic
NBRVX
Category
Alpha (against Standard Index)
8.64
5.72
Beta (against Standard Index)
1.02
1.04
Mean Annual Return
7.60
0.53
R-squared (against Standard Index)
70
73.17
Standard Deviation
19.81
19.87
Sharpe Ratio
0.33
N/A
Treynor Ratio
4.59
N/A
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